Esempio n. 1
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 def getImpl(self):
     from marketsim.gen._out._false import false_ as _false_
     from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanBoolean as _ops_Condition_IObservableBooleanIObservableBooleanBoolean
     from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanIObservableBoolean as _ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean
     from marketsim.gen._out._constant import constant_Int as _constant_Int
     from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount
     from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue
     from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook
     from marketsim.gen._out.trader._pershareprice import PerSharePrice_IAccount as _trader_PerSharePrice_IAccount
     from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat
     from marketsim.gen._out.ops._mul import Mul_IObservableFloatFloat as _ops_Mul_IObservableFloatFloat
     from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat
     from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat
     from marketsim.gen._out.ops._less import Less_IObservableFloatIObservableFloat as _ops_Less_IObservableFloatIObservableFloat
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim.gen._out.ops._greater import Greater_IObservableFloatIObservableFloat as _ops_Greater_IObservableFloatIObservableFloat
     from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
     from marketsim import deref_opt
     return deref_opt(
         _ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean(
             deref_opt(
                 _ops_Greater_IObservableFloatFloat(
                     deref_opt(_trader_Position_IAccount()),
                     deref_opt(_constant_Int(0)))),
             deref_opt(
                 _ops_Greater_IObservableFloatIObservableFloat(
                     deref_opt(_trader_PerSharePrice_IAccount()),
                     deref_opt(
                         _ops_Div_IObservableFloatFloat(
                             deref_opt(
                                 _orderbook_BestPrice_IOrderQueue(
                                     deref_opt(
                                         _orderbook_Asks_IOrderBook()))),
                             deref_opt(
                                 _ops_Sub_FloatFloat(
                                     deref_opt(_constant_Int(1)),
                                     self.lossFactor)))))),
             deref_opt(
                 _ops_Condition_IObservableBooleanIObservableBooleanBoolean(
                     deref_opt(
                         _ops_Less_IObservableFloatFloat(
                             deref_opt(_trader_Position_IAccount()),
                             deref_opt(_constant_Int(0)))),
                     deref_opt(
                         _ops_Less_IObservableFloatIObservableFloat(
                             deref_opt(_trader_PerSharePrice_IAccount()),
                             deref_opt(
                                 _ops_Mul_IObservableFloatFloat(
                                     deref_opt(
                                         _orderbook_BestPrice_IOrderQueue(
                                             deref_opt(
                                                 _orderbook_Bids_IOrderBook(
                                                 )))),
                                     deref_opt(
                                         _ops_Sub_FloatFloat(
                                             deref_opt(_constant_Int(1)),
                                             self.lossFactor)))))),
                     deref_opt(_false_())))))
Esempio n. 2
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 def getImpl(self):
     from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW
     from marketsim.gen._out.math._source import Source_mathmacd as _math_Source_mathmacd
     from marketsim.gen._out.math._slow import Slow_mathmacd as _math_Slow_mathmacd
     from marketsim.gen._out.math._fast import Fast_mathmacd as _math_Fast_mathmacd
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat
     from marketsim import deref_opt
     return deref_opt(
         _ops_Sub_FloatFloat(
             deref_opt(
                 _math_Avg_mathEW(
                     deref_opt(
                         _math_EW_IObservableFloatFloat(
                             deref_opt(_math_Source_mathmacd(self.x)),
                             (2.0 /
                              ((deref_opt(_math_Fast_mathmacd(self.x)) +
                                1))))))),
             deref_opt(
                 _math_Avg_mathEW(
                     deref_opt(
                         _math_EW_IObservableFloatFloat(
                             deref_opt(_math_Source_mathmacd(self.x)),
                             (2.0 /
                              ((deref_opt(_math_Slow_mathmacd(self.x)) +
                                1)))))))))
Esempio n. 3
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 def getImpl(self):
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat
     return _ops_Sub_FloatFloat(
         _math_EW_Avg_IObservableFloatFloat(self.x,
                                            (2.0 / ((self.fast + 1)))),
         _math_EW_Avg_IObservableFloatFloat(self.x,
                                            (2.0 / ((self.slow + 1)))))
Esempio n. 4
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 def getImpl(self):
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
     from marketsim.gen._out.math.rsi._raw import Raw_IObservableFloatFloatFloat as _math_rsi_Raw_IObservableFloatFloatFloat
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.ops._add import Add_FloatFloat as _ops_Add_FloatFloat
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     return _ops_Sub_FloatFloat(_constant_Float(100.0),_ops_Div_FloatFloat(_constant_Float(100.0),_ops_Add_FloatFloat(_constant_Float(1.0),_math_rsi_Raw_IObservableFloatFloatFloat(_orderbook_MidPrice_IOrderBook(self.book),self.timeframe,self.alpha))))
Esempio n. 5
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 def getImpl(self):
     from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
     from marketsim.gen._out.ops._add import Add_FloatFloat as _ops_Add_FloatFloat
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.math._raw import Raw_mathRSI as _math_Raw_mathRSI
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim import deref_opt
     return deref_opt(_ops_Sub_FloatFloat(deref_opt(_constant_Float(100.0)),deref_opt(_ops_Div_FloatFloat(deref_opt(_constant_Float(100.0)),deref_opt(_ops_Add_FloatFloat(deref_opt(_constant_Float(1.0)),deref_opt(_math_Raw_mathRSI(self.x))))))))
Esempio n. 6
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 def getImpl(self):
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim.gen._out.math.macd._macd import MACD_IObservableFloatFloatFloat as _math_macd_MACD_IObservableFloatFloatFloat
     from marketsim.gen._out.math.macd._signal import Signal_IObservableFloatFloatFloatFloatFloat as _math_macd_Signal_IObservableFloatFloatFloatFloatFloat
     return _ops_Sub_FloatFloat(
         _math_macd_MACD_IObservableFloatFloatFloat(self.x, self.slow,
                                                    self.fast),
         _math_macd_Signal_IObservableFloatFloatFloatFloatFloat(
             self.x, self.slow, self.fast, self.timeframe, self.step))
Esempio n. 7
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 def getImpl(self):
     from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW
     from marketsim.gen._out.math._source import Source_mathmacd as _math_Source_mathmacd
     from marketsim.gen._out.math._slow import Slow_mathmacd as _math_Slow_mathmacd
     from marketsim.gen._out.math._fast import Fast_mathmacd as _math_Fast_mathmacd
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat
     from marketsim import deref_opt
     return deref_opt(_ops_Sub_FloatFloat(deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_math_Source_mathmacd(self.x)),(2.0/((deref_opt(_math_Fast_mathmacd(self.x))+1))))))),deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_math_Source_mathmacd(self.x)),(2.0/((deref_opt(_math_Slow_mathmacd(self.x))+1)))))))))
Esempio n. 8
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 def getImpl(self):
     from marketsim.gen._out.math._avg import Avg_mathEW as _math_Avg_mathEW
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     from marketsim.gen._out.strategy.side._book import Book_strategysideCrossingAverages as _strategy_side_Book_strategysideCrossingAverages
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim.gen._out.strategy.side._alpha_1 import Alpha_1_strategysideCrossingAverages as _strategy_side_Alpha_1_strategysideCrossingAverages
     from marketsim.gen._out.strategy.side._alpha_2 import Alpha_2_strategysideCrossingAverages as _strategy_side_Alpha_2_strategysideCrossingAverages
     from marketsim.gen._out.math._ew import EW_IObservableFloatFloat as _math_EW_IObservableFloatFloat
     from marketsim import deref_opt
     return deref_opt(_ops_Sub_FloatFloat(deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_strategy_side_Book_strategysideCrossingAverages(self.x)))),deref_opt(_strategy_side_Alpha_1_strategysideCrossingAverages(self.x)))))),deref_opt(_math_Avg_mathEW(deref_opt(_math_EW_IObservableFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_strategy_side_Book_strategysideCrossingAverages(self.x)))),deref_opt(_strategy_side_Alpha_2_strategysideCrossingAverages(self.x))))))))
Esempio n. 9
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 def getImpl(self):
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim.gen._out.math._value import Value_mathmacd as _math_Value_mathmacd
     from marketsim import deref_opt
     from marketsim.gen._out.math._signal import Signal_mathmacdFloatFloat as _math_Signal_mathmacdFloatFloat
     return deref_opt(
         _ops_Sub_FloatFloat(
             deref_opt(_math_Value_mathmacd(self.x)),
             deref_opt(
                 _math_Signal_mathmacdFloatFloat(self.x, self.timeframe,
                                                 self.step))))
Esempio n. 10
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 def getImpl(self):
     from marketsim.gen._out.strategy.side._timeframe import Timeframe_strategysideRSIbis as _strategy_side_Timeframe_strategysideRSIbis
     from marketsim.gen._out.math._rsi import RSI_IObservableFloatFloatFloat as _math_RSI_IObservableFloatFloatFloat
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.strategy.side._alpha import Alpha_strategysideRSIbis as _strategy_side_Alpha_strategysideRSIbis
     from marketsim.gen._out.math._value import Value_mathRSI as _math_Value_mathRSI
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim import deref_opt
     from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
     return deref_opt(_ops_Sub_FloatFloat(deref_opt(_constant_Float(50.0)),deref_opt(_math_Value_mathRSI(deref_opt(_math_RSI_IObservableFloatFloatFloat(deref_opt(_orderbook_MidPrice_IOrderBook(deref_opt(_orderbook_OfTrader_IAccount()))),deref_opt(_strategy_side_Timeframe_strategysideRSIbis(self.x)),deref_opt(_strategy_side_Alpha_strategysideRSIbis(self.x))))))))
Esempio n. 11
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 def getImpl(self):
     from marketsim.gen._out.strategy.side._signal import Signal_FloatFloat as _strategy_side_Signal_FloatFloat
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     return _strategy_side_Signal_FloatFloat(
         _ops_Sub_FloatFloat(
             _math_EW_Avg_IObservableFloatFloat(
                 _orderbook_MidPrice_IOrderBook(self.book), self.alpha_1),
             _math_EW_Avg_IObservableFloatFloat(
                 _orderbook_MidPrice_IOrderBook(self.book), self.alpha_2)),
         self.threshold)
Esempio n. 12
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    def getImpl(self):
        from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
        from marketsim.gen._out.math._value import Value_mathmacd as _math_Value_mathmacd
        from marketsim import deref_opt
        from marketsim.gen._out.math._signal import Signal_mathmacdFloatFloat as _math_Signal_mathmacdFloatFloat

        return deref_opt(
            _ops_Sub_FloatFloat(
                deref_opt(_math_Value_mathmacd(self.x)),
                deref_opt(_math_Signal_mathmacdFloatFloat(self.x, self.timeframe, self.step)),
            )
        )
Esempio n. 13
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 def getImpl(self):
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
     from marketsim.gen._out.math.rsi._raw import Raw_IObservableFloatFloatFloat as _math_rsi_Raw_IObservableFloatFloatFloat
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.ops._add import Add_FloatFloat as _ops_Add_FloatFloat
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     return _ops_Sub_FloatFloat(
         _constant_Float(100.0),
         _ops_Div_FloatFloat(
             _constant_Float(100.0),
             _ops_Add_FloatFloat(
                 _constant_Float(1.0),
                 _math_rsi_Raw_IObservableFloatFloatFloat(
                     _orderbook_MidPrice_IOrderBook(self.book),
                     self.timeframe, self.alpha))))
Esempio n. 14
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 def getImpl(self):
     from marketsim.gen._out.math._rsi import RSI_IOrderBookFloatFloat as _math_RSI_IOrderBookFloatFloat
     from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.strategy.side._signal import Signal_FloatFloat as _strategy_side_Signal_FloatFloat
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim.gen._out.strategy._generic import Generic_IObservableIOrderIEvent as _strategy_Generic_IObservableIOrderIEvent
     return _strategy_Generic_IObservableIOrderIEvent(
         self.orderFactory(
             _strategy_side_Signal_FloatFloat(
                 _ops_Sub_FloatFloat(
                     _constant_Float(50.0),
                     _math_RSI_IOrderBookFloatFloat(
                         _orderbook_OfTrader_IAccount(), self.timeframe,
                         self.alpha)), (50.0 - self.threshold))),
         self.eventGen)
Esempio n. 15
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 def getImpl(self):
     from marketsim.gen._out.ops._div import Div_FloatFloat as _ops_Div_FloatFloat
     from marketsim.gen._out.ops._add import Add_FloatFloat as _ops_Add_FloatFloat
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.math._raw import Raw_mathRSI as _math_Raw_mathRSI
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim import deref_opt
     return deref_opt(
         _ops_Sub_FloatFloat(
             deref_opt(_constant_Float(100.0)),
             deref_opt(
                 _ops_Div_FloatFloat(
                     deref_opt(_constant_Float(100.0)),
                     deref_opt(
                         _ops_Add_FloatFloat(
                             deref_opt(_constant_Float(1.0)),
                             deref_opt(_math_Raw_mathRSI(self.x))))))))
Esempio n. 16
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 def getImpl(self):
     from marketsim.gen._out.math._rsi import RSI_IOrderBookFloatFloat as _math_RSI_IOrderBookFloatFloat
     from marketsim.gen._out.strategy.position._desiredposition import DesiredPosition_IObservableFloatISingleAssetTrader as _strategy_position_DesiredPosition_IObservableFloatISingleAssetTrader
     from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
     return _strategy_position_DesiredPosition_IObservableFloatISingleAssetTrader(
         _ops_Mul_IObservableFloatIObservableFloat(
             _observable_OnEveryDt_FloatFloat(
                 _ops_Sub_FloatFloat(
                     _constant_Float(50.0),
                     _math_RSI_IOrderBookFloatFloat(
                         _orderbook_OfTrader_IAccount(self.trader),
                         self.timeframe, self.alpha)), 1.0), self.k),
         self.trader)
Esempio n. 17
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 def getImpl(self):
     from marketsim.gen._out.math._rsi import RSI_IOrderBookFloatFloat as _math_RSI_IOrderBookFloatFloat
     from marketsim.gen._out.strategy.position._desiredposition import DesiredPosition_IObservableFloatISingleAssetTrader as _strategy_position_DesiredPosition_IObservableFloatISingleAssetTrader
     from marketsim.gen._out.orderbook._oftrader import OfTrader_IAccount as _orderbook_OfTrader_IAccount
     from marketsim.gen._out._constant import constant_Float as _constant_Float
     from marketsim.gen._out.observable._oneverydt import OnEveryDt_FloatFloat as _observable_OnEveryDt_FloatFloat
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim.gen._out.ops._mul import Mul_IObservableFloatIObservableFloat as _ops_Mul_IObservableFloatIObservableFloat
     return _strategy_position_DesiredPosition_IObservableFloatISingleAssetTrader(_ops_Mul_IObservableFloatIObservableFloat(_observable_OnEveryDt_FloatFloat(_ops_Sub_FloatFloat(_constant_Float(50.0),_math_RSI_IOrderBookFloatFloat(_orderbook_OfTrader_IAccount(self.trader),self.timeframe,self.alpha)),1.0),self.k),self.trader)
 def getImpl(self):
     from marketsim.gen._out._false import false_ as _false_
     from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanBoolean as _ops_Condition_IObservableBooleanIObservableBooleanBoolean
     from marketsim.gen._out.ops._condition import Condition_IObservableBooleanIObservableBooleanIObservableBoolean as _ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean
     from marketsim.gen._out._constant import constant_Int as _constant_Int
     from marketsim.gen._out.trader._position import Position_IAccount as _trader_Position_IAccount
     from marketsim.gen._out.orderbook._bestprice import BestPrice_IOrderQueue as _orderbook_BestPrice_IOrderQueue
     from marketsim.gen._out.orderbook._bids import Bids_IOrderBook as _orderbook_Bids_IOrderBook
     from marketsim.gen._out.trader._pershareprice import PerSharePrice_IAccount as _trader_PerSharePrice_IAccount
     from marketsim.gen._out.ops._greater import Greater_IObservableFloatFloat as _ops_Greater_IObservableFloatFloat
     from marketsim.gen._out.ops._mul import Mul_IObservableFloatFloat as _ops_Mul_IObservableFloatFloat
     from marketsim.gen._out.ops._less import Less_IObservableFloatFloat as _ops_Less_IObservableFloatFloat
     from marketsim.gen._out.ops._div import Div_IObservableFloatFloat as _ops_Div_IObservableFloatFloat
     from marketsim.gen._out.ops._less import Less_IObservableFloatIObservableFloat as _ops_Less_IObservableFloatIObservableFloat
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim.gen._out.ops._greater import Greater_IObservableFloatIObservableFloat as _ops_Greater_IObservableFloatIObservableFloat
     from marketsim.gen._out.orderbook._asks import Asks_IOrderBook as _orderbook_Asks_IOrderBook
     from marketsim import deref_opt
     return deref_opt(_ops_Condition_IObservableBooleanIObservableBooleanIObservableBoolean(deref_opt(_ops_Greater_IObservableFloatFloat(deref_opt(_trader_Position_IAccount()),deref_opt(_constant_Int(0)))),deref_opt(_ops_Greater_IObservableFloatIObservableFloat(deref_opt(_trader_PerSharePrice_IAccount()),deref_opt(_ops_Div_IObservableFloatFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Asks_IOrderBook()))),deref_opt(_ops_Sub_FloatFloat(deref_opt(_constant_Int(1)),self.lossFactor)))))),deref_opt(_ops_Condition_IObservableBooleanIObservableBooleanBoolean(deref_opt(_ops_Less_IObservableFloatFloat(deref_opt(_trader_Position_IAccount()),deref_opt(_constant_Int(0)))),deref_opt(_ops_Less_IObservableFloatIObservableFloat(deref_opt(_trader_PerSharePrice_IAccount()),deref_opt(_ops_Mul_IObservableFloatFloat(deref_opt(_orderbook_BestPrice_IOrderQueue(deref_opt(_orderbook_Bids_IOrderBook()))),deref_opt(_ops_Sub_FloatFloat(deref_opt(_constant_Int(1)),self.lossFactor)))))),deref_opt(_false_())))))
 def getImpl(self):
     from marketsim.gen._out.strategy.side._signal import Signal_FloatFloat as _strategy_side_Signal_FloatFloat
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat
     from marketsim.gen._out.orderbook._midprice import MidPrice_IOrderBook as _orderbook_MidPrice_IOrderBook
     return _strategy_side_Signal_FloatFloat(_ops_Sub_FloatFloat(_math_EW_Avg_IObservableFloatFloat(_orderbook_MidPrice_IOrderBook(self.book),self.alpha_1),_math_EW_Avg_IObservableFloatFloat(_orderbook_MidPrice_IOrderBook(self.book),self.alpha_2)),self.threshold)
Esempio n. 20
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 def getImpl(self):
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim.gen._out.math.macd._macd import MACD_IObservableFloatFloatFloat as _math_macd_MACD_IObservableFloatFloatFloat
     from marketsim.gen._out.math.macd._signal import Signal_IObservableFloatFloatFloatFloatFloat as _math_macd_Signal_IObservableFloatFloatFloatFloatFloat
     return _ops_Sub_FloatFloat(_math_macd_MACD_IObservableFloatFloatFloat(self.x,self.slow,self.fast),_math_macd_Signal_IObservableFloatFloatFloatFloatFloat(self.x,self.slow,self.fast,self.timeframe,self.step))
Esempio n. 21
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 def getImpl(self):
     from marketsim.gen._out.ops._sub import Sub_FloatFloat as _ops_Sub_FloatFloat
     from marketsim.gen._out.math.EW._avg import Avg_IObservableFloatFloat as _math_EW_Avg_IObservableFloatFloat
     return _ops_Sub_FloatFloat(_math_EW_Avg_IObservableFloatFloat(self.x,(2.0/((self.fast+1)))),_math_EW_Avg_IObservableFloatFloat(self.x,(2.0/((self.slow+1)))))